Design a single trade by choosing optimal parameters using single-variable calculus. At every step, you control one variable, analyze a function, and justify decisions mathematically.
calculus · optimization · trading · derivatives · risk-management
Learners placed at Morgan Stanley NYC · Optiver AMS
A complete trade-design framework, built section by section - hands-on, but never alone. Theory first, then you implement it, and checkpoints confirm each section clicked before the next one opens.
Never stuck
Reveal a hint when you want a nudge - or the full worked solution when you want the answer. Every exercise ships one.
Theory before code
Each formula is explained step by step before you implement it. Nothing is assumed mid-build.
Yours to keep
Finish with the complete research notebook - keep extending it with your own data.
Real code from inside the project. Press Run to price three trade setups - the lowest win rate turns out to be the best trade. Open this page on desktop to run it live in your browser.
# A trade is a bet: probability p to win R, probability (1-p) to lose 1.
def expected_value(p, reward_risk):
return p * reward_risk - (1 - p)
setups = [
("55% win, 1:1 payoff", 0.55, 1.0),
("40% win, 2:1 payoff", 0.40, 2.0),
("35% win, 3:1 payoff", 0.35, 3.0),
]
for name, p, rr in setups:
ev = expected_value(p, rr)
breakeven = 1 / (1 + rr)
print(f"{name}: EV {ev:+.2f} per unit risked (breakeven win rate {breakeven:.0%})")
print()
print("the 35% winner is the best trade on the board - win RATE is not edge")The full build turns this into a complete framework for designing and sizing trades.
Resume bullets
Copy-paste ready - with the build behind you to back every line.
2 more resume bullets inside the project
Interview ammo
“Explain how you modeled profit as a function of trade size and why the market impact term is nonlinear”
You answer this with a system you built, not a definition you memorized.
3 more talking points inside the project
Full access to this build and the rest of the pipeline - every project in the vault, plus the lessons, exams and certificates behind them. Guided from the first line to the last.
~6h build · +100 XP · 3 resume bullets · 4 interview answers